Painting on multiple objects?
If each object is setup with a different material, each using a different image texture, you can join them together and each part will paint to the corresponding image.

I would suggest making a copy of the blend file and joining them in the second file, this way you don't have to separate them when you are finished. After you have finished painting and saving the image textures, go back to the old file and it can read your painted images.

This would be easier than constantly changing the active object as you paint the vehicle.